+433.9%
GDX vs ARMK
+350.8%
+83.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -0.4% | -2.4% | +2.0% | -0.2% |
| 30D | +18.6% | 0.0% | +18.6% | +18.6% |
| 3M | +14.9% | +6.7% | +8.2% | +14.2% |
| 6M | -6.3% | +38.8% | -45.1% | -8.9% |
| YTD | +15.7% | +55.2% | -39.5% | +11.5% |
| 1Y | +54.8% | +46.6% | +8.2% | +49.7% |
| 3Y | +253.4% | +112.9% | +140.5% | +232.0% |
| 5Y | +219.7% | +144.0% | +75.7% | +198.1% |
| 10Y | +300.2% | +132.4% | +167.8% | +248.9% |
| All | +433.9% | +350.8% | +83.0% | +398.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling